R help - Jul 2005 - SETAR Estimation

Dear R-helpers,

I was wondering if anyone has or knows someone who might have an implementation
of algorithm for estimating SETAR models including the lag-order. For some
reason my code gives me a bit wrong results. I am fighting with it for a week
and cannot bring it down.
Thanks a million in advance,
Sincerely,

Evgueni

McGill University
Department of Economics

I just got zero hits from 'RSiteSearch("SETAR")'.  When I
Googled for
"SETAR", I got 219,000 hits, but nothing on the first page looked like
it might be your SETAR.  Then I Googled for "SETAR Model" and got 
something that suggested "threshold autoregressive ..."  Then and 
'RSiteSearch("threshold autoregressive") produced 6 hits, the
first of
which was for "wle.ar" in package "wle".

	  hope this helps.
	  spencer graves
p.s.  If this does not solve your problem, PLEASE do read the posting 
guide! http://www.R-project.org/posting-guide.html.  It can increase 
your chances of getting a useful reply from this list.

ekhous at po-box.mcgill.ca wrote:
> Dear R-helpers,
> 
> I was wondering if anyone has or knows someone who might have an
implementation
> of algorithm for estimating SETAR models including the lag-order. For some
> reason my code gives me a bit wrong results. I am fighting with it for a
week
> and cannot bring it down.
> Thanks a million in advance,
> Sincerely,
> 
> Evgueni
> 
> McGill University
> Department of Economics
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
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> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
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